Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360): Difference between revisions

Latest revision as of 05:35, 29 July 2024

scientific article; zbMATH DE number 7537820

Language	Label	Description	Also known as
English	Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data	scientific article; zbMATH DE number 7537820

Statements

instance of

scholarly article

0 references

title

Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (English)

0 references

0 references

0 references

0 references

7 June 2022

0 references

zbMATH Keywords

generalized method of moments

0 references

implied probabilities

0 references

information-based inference

0 references

linear rational expectation models

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/07474938.2014.966630

0 references

cites work

GMM, GEL, Serial Correlation, and Asymptotic Bias

0 references

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

0 references

On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood

0 references

Implied Probabilities in GMM Estimators

0 references

The Solution of Linear Difference Models under Rational Expectations

0 references

Efficient Semiparametric Estimation of Expectations

0 references

Miscellanea. Bartlett adjustment of empirical discrepancy statistics

0 references

Q3687500

0 references

Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis

0 references

A new class of asymptotically efficient estimators for moment condition models

0 references

Finite Sample Properties of the Two-Step Empirical Likelihood Estimator

0 references

Large Sample Properties of Generalized Method of Moments Estimators

0 references

Information Theoretic Approaches to Inference in Moment Condition Models

0 references

An Information-Theoretic Alternative to Generalized Method of Moments Estimation

0 references

Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

0 references

Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

0 references

Automatic Lag Selection in Covariance Matrix Estimation

0 references

Empirical likelihood and general estimating equations

0 references

Point estimation with exponentially tilted empirical likelihood

0 references

AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION

0 references

GEL CRITERIA FOR MOMENT CONDITION MODELS

0 references

GMM with Weak Identification

0 references

Identifiers

zbMATH Open document ID

1491.62214

0 references

DOI

10.1080/07474938.2014.966630

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5864360

@@ Property / cites work @@
+GMM, GEL, Serial Correlation, and Asymptotic Bias
@@ Property / cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
+Normal rank
@@ Property / cites work @@
+Implied Probabilities in GMM Estimators
@@ Property / cites work: Implied Probabilities in GMM Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+The Solution of Linear Difference Models under Rational Expectations
+Normal rank
@@ Property / cites work @@
+Efficient Semiparametric Estimation of Expectations
+Normal rank
@@ Property / cites work @@
+Miscellanea. Bartlett adjustment of empirical discrepancy statistics
+Normal rank
@@ Property / cites work @@
+Q3687500
@@ Property / cites work: Q3687500 / rank @@
+Normal rank
@@ Property / cites work @@
+Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
+Normal rank
@@ Property / cites work @@
+A new class of asymptotically efficient estimators for moment condition models
+Normal rank
@@ Property / cites work @@
+Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Information Theoretic Approaches to Inference in Moment Condition Models
+Normal rank
@@ Property / cites work @@
+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
+Normal rank
@@ Property / cites work @@
+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
+Normal rank
@@ Property / cites work @@
+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
+Normal rank
@@ Property / cites work @@
+Point estimation with exponentially tilted empirical likelihood
+Normal rank
@@ Property / cites work @@
+AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
+Normal rank
@@ Property / cites work @@
+GEL CRITERIA FOR MOMENT CONDITION MODELS
@@ Property / cites work: GEL CRITERIA FOR MOMENT CONDITION MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
+Normal rank